To change app's settings:
1) Right-click on the "Close & Clean" icon
2) Select "Options"
3) You will see the "Settings" page. Just check/uncheck the respective checkbox to control what you want to be closed and cleaned when you click the app's icon.
By default the button will close all curently opened tabs and windows, but you can set it to preserve pinned tabs and even to merge all pinned tabs in one window. You can also set the tool to keep the currently active tab open ("Don't close current tab"). If you check the "Don't close Chrome" button, the extension will open new tab after closing all currently opened tabs and windows. You can also set the extension to ask for confirmation each time you click the button (just check "Ask for confirmation" checkbox).
4) In addition -- you can chose what browser data to be cleared.
By default it will only clean the cache. You can select as many browser data types as you want, but please, be sure you know what you are doing before selecting the respective item. For example, if you check "Clear browsing history" you will delete your browsing history every time you click Close & Clean button; if you clear the cookies you will need to log-in again in your sites when you restart browser; "Clear saved passwords" will delete all the passwords remebered by the browser so far and so on...
4) Don't forget to select the time-frame for the cleaner.
Finally, if you want, you can restore defaults at any time by clicking "Restore Defaults" button.